Spread trading in Meta Trader - page 22
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Немного доработал индикатор спредов, теперь отображение удобней (бид и аск спердов, так сразу видно "где профит будет"):
I'm just not entirely clear on this. Why do I need the parameter
extern int Timeframe = 1;
Wouldn't it be better to just provide for automatic setting of the current timeframe?
Попробую сместить немного тему в сторону формализации корреляции. Как определить коррелируемость двух торговых инструментов? В данном контексте имеется ввиду не академические рассуждения с таблицами коэффициентов коррелируемости, а практическая сторона - определение той корреляции, которую полезно использовать для торговли спредом.
For an example, look at the wheat/corn spread. It will be more volatile than futsi/dex. But we have to be clear about what we want.
There are seasonal movement patterns in this spread. You can buy or sell it during certain months of the year and go smoke bamboozled.
months of the year and go smoke bamboo. In a month or two you can close. If you are only interested in a quick speculation, I think intraday trading on a properly configured machine
day on a properly configured machine will give good entries...if slippages don't kill everything. Then 2 options. The price continues
goes in the right direction, we fix quick profit...or we go into drawdown for 1,2,3 days. But this drawdown will be much less
than in the examples above with currency pairs. And in my opinion, the price will return to some average values faster. Of course, there is a very strict MM.
If you close immediately, fixing the loss going against you...then the trade will probably go to 0.
Корреляция зерновых даже без исследований, вроде, как очевидна. Вопрос в поиске неочевидных корреляций.
Ah...that's as good as it gets. Gold+oil+indices were very well correlated until early December and inversely correlated with the dollar.
Now that trend has broken down...right after the news from Dubai.
Gold+silver. Great stuff for speculators with strong nerves. Check it out. But big profits correlate
with big losses.
Честно говоря, подобные корреляции нахожу скорее краткосрочными, чем постоянными.
Well, I don't know what the question was asked for. Let's talk about something more interesting.
Does the RS (relative strength) index, not RSI, tell you anything? It's not in MT4.
Договаривайте.
Have a look on the internet, you will find information. I think you can make an indicator for MT4.
Calculated as follows. Dividing one instrument by another, then the result
it is applied to the price chart. I may be wrong in explaining exactly how it is calculated,
The mathematics is in the past long ago, we are only at user level in programming.
What does it give us? We can compare the movement of the price of gold compared to the movement
and get an opportunity to enter the spread if for example the trend line is broken.
This is a method of more convenient visual determination of correlations, which has, accordingly, a huge number of disadvantages.
Some time ago I also thought that I should look at the relative instrument change. But after writing Trade-Arbitrage where I faced the problem of determining the point size for synthetic tools, I doubted that the relative approach is correct.
I haven't checked it, but there is some hunch that EURUSD zigzags with minimal movement, for example by 10 pips when the exchange rate was 1.0000, as well as when it was 1.5000. Not 1.5 times as many as it should have been if the relative approach hypothesis had been correct.
Therefore the assessment of the correlation on the basis of the relationship of the two instruments also seems questionable.